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Heteroskedasticity in stock returns
Schwert, George William; Seguin, Paul John - 1989
Persistent link: https://www.econbiz.de/10000765828
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Heteroskedasticity in stock returns
Schwert, George William - In: The journal of finance : the journal of the American … 45 (1990) 4, pp. 1129-1155
Persistent link: https://www.econbiz.de/10001098069
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Securities transaction taxes : an overview of costs, benefits and unresolved questions
Schwert, George William - In: Financial analysts' journal : FAJ 49 (1993) 5, pp. 27-35
Persistent link: https://www.econbiz.de/10001157556
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An overview of costs, benefits and unresolved questions
Schwert, George William; Seguin, Paul John - 1993
Persistent link: https://www.econbiz.de/10000998614
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Heteroskedasticity in Stock Returns
Schwert, G. William - 1989
We use predictions of aggregate stock return variances from daily data to estimate time varying monthly variances for size-ranked portfolios. We propose and estimate a single factor model of heteroskedasticity for portfolio returns. This model implies time-varying betas. Implications of...
Persistent link: https://www.econbiz.de/10012476092
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The relative value of public non-listed REITs
Seguin, Paul John - In: The journal of real estate research 38 (2016) 1, pp. 59-92
Persistent link: https://www.econbiz.de/10011490473
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Stock volatility and margin trading
Seguin, Paul John - In: Journal of monetary economics 26 (1990) 1, pp. 101-121
Persistent link: https://www.econbiz.de/10001096478
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Indexes of United States stock prices from 1802 to 1987
Schwert, George William - 1989
Persistent link: https://www.econbiz.de/10000769012
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Why does stock market volatility change over time?
Schwert, George William - 1988
Persistent link: https://www.econbiz.de/10000758902
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Stock volatility and the crash of '87
Schwert, George William - 1989
Persistent link: https://www.econbiz.de/10000127008